-23.1%
JBLU vs RBRK
+124.5%
-147.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.7% |
| 7D | -5.0% | -7.5% | +2.5% | -3.7% |
| 30D | -23.9% | -10.4% | -13.5% | -22.8% |
| 3M | -11.6% | +21.3% | -32.9% | -16.0% |
| 6M | -0.2% | +50.6% | -50.9% | -10.3% |
| YTD | -3.3% | +13.3% | -16.6% | -8.0% |
| 1Y | -15.4% | +11.2% | -26.6% | -19.9% |
| All | -23.1% | +124.5% | -147.6% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RBRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling